دورية أكاديمية
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
العنوان: | Exploring volatility of crude oil intraday return curves: A functional GARCH-X model |
---|---|
المؤلفون: | Rice, Gregory, Wirjanto, Tony, Zhao, Yuqian |
المصدر: | In Journal of Commodity Markets December 2023 32 |
قاعدة البيانات: | ScienceDirect |
تدمد: | 24058513 |
---|---|
DOI: | 10.1016/j.jcomm.2023.100361 |